+766.9%
VST vs DBX
+20.1%
+746.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +4.0% |
| 7D | +8.9% | -2.4% | +11.3% | +9.4% |
| 30D | +6.2% | -0.5% | +6.7% | +6.1% |
| 3M | -2.7% | +28.1% | -30.8% | -8.1% |
| 6M | -8.4% | +33.1% | -41.4% | -15.0% |
| YTD | -7.2% | +25.3% | -32.5% | -12.9% |
| 1Y | -20.9% | +18.3% | -39.2% | -24.9% |
| 3Y | +384.0% | +25.0% | +359.0% | +347.8% |
| 5Y | +757.1% | +7.5% | +749.5% | +696.7% |
| All | +766.9% | +20.1% | +746.8% | +603.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling